A new representation of the risk-neutral distribution and its applications (Q5079373): Difference between revisions

@@ Property / cites work @@
+Maximum Likelihood Estimation of Discretely Sampled Diffusions: A Closed-form Approximation Approach
+Normal rank
@@ Property / cites work @@
+Closed-form likelihood expansions for multivariate diffusions
+Normal rank
@@ Property / cites work @@
+Nonparametric option pricing under shape restrictions
+Normal rank
@@ Property / cites work @@
+Nonparametric risk management and implied risk aversion
+Normal rank
@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Estimation of risk-neutral densities using positive convolution approximation
+Normal rank
@@ Property / cites work @@
+A functional analysis approach to the static replication of European options
+Normal rank
@@ Property / cites work @@
+Optimal positioning in derivative securities
@@ Property / cites work: Optimal positioning in derivative securities / rank @@
+Normal rank
@@ Property / cites work @@
+An Intertemporal General Equilibrium Model of Asset Prices
+Normal rank
@@ Property / cites work @@
+A selective overview of nonparametric methods in financial econometrics
+Normal rank
@@ Property / cites work @@
+Option Pricing With Model-Guided Nonparametric Methods
+Normal rank
@@ Property / cites work @@
+Estimation of objective and risk-neutral distributions based on moments of integrated volatility
+Normal rank
@@ Property / cites work @@
+Mixtures of \(t\)-distributions for finance and forecasting
+Normal rank
@@ Property / cites work @@
+Dynamics of state price densities
@@ Property / cites work: Dynamics of state price densities / rank @@
+Normal rank
@@ Property / cites work @@
+Bond Pricing and the Term Structure of Interest Rates: A New Methodology for Contingent Claims Valuation
+Normal rank
@@ Property / cites work @@
+Q3215519
@@ Property / cites work: Q3215519 / rank @@
+Normal rank
@@ Property / cites work @@
+Integral and series representations of the Dirac delta function
+Normal rank
@@ Property / cites work @@
+CONTINGENT CLAIMS VALUED AND HEDGED BY PRICING AND INVESTING IN A BASIS
+Normal rank
@@ Property / cites work @@
+Options and Efficiency
@@ Property / cites work: Options and Efficiency / rank @@
+Normal rank
@@ Property / cites work @@
+A tale of two option markets: pricing kernels and volatility risk
+Normal rank
@@ Property / cites work @@
+An equilibrium characterization of the term structure
+Normal rank
@@ Property / cites work @@
+Hermite polynomial based expansion of European option prices
+Normal rank
@@ Property / cites work @@
+A new delta expansion for multivariate diffusions via the Itô-Taylor expansion
+Normal rank
@@ Property / cites work @@
+Nonparametric state price density estimation using constrained least squares and the bootstrap
+Normal rank
@@ Property / cites work @@
+A Bayesian approach to bandwidth selection for multivariate kernel regression with an application to state-price density estimation
+Normal rank